Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'760 CHF | 65'760 CHF | 99.91% | 99.91% |
15.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'226 CHF | 64'226 CHF | 100.00% | 100.00% |
14.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'077 CHF | 62'077 CHF | 99.76% | 99.76% |
13.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'546 CHF | 60'546 CHF | 100.00% | 100.00% |
10.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'166 CHF | 60'166 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'980 CHF | 58'980 CHF | 96.88% | 96.88% |
07.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'211 CHF | 61'211 CHF | 99.82% | 99.82% |
06.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'304 CHF | 61'304 CHF | 99.76% | 99.76% |
03.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'248 CHF | 61'248 CHF | 100.00% | 100.00% |
02.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'001 CHF | 63'001 CHF | 100.00% | 100.00% |